Donald Trump once called Epstein a "terrific guy"
New York Mayor Bill de Blasio has called for a full investigation, calling it "way too convenient".
"What a lot of us want to know is, what did he know?" said Mr de Blasio, who is also running for the Democratic presidential nomination, told reporters in Iowa.
"How many other millionaires and billionaires were part of the illegal activities that he was engaged in?
"Well, that information didn't die with Jeffrey Epstein. That needs to be investigated, too."
Epstein, 66, pleaded not guilty to sex trafficking and conspiracy charges last month and was being held without bail.
His death came a day after hundreds of pages of court documents were released that revealed new allegations against him and some of his high-profile associates.
